+675.0%
TXN vs SYF
+333.7%
+341.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.8% |
| 7D | +2.2% | +2.6% | -0.4% | +1.2% |
| 30D | -9.5% | 0.0% | -9.5% | -9.6% |
| 3M | -10.5% | +11.9% | -22.5% | -14.5% |
| 6M | +35.4% | +18.9% | +16.5% | +26.1% |
| YTD | +51.8% | -4.6% | +56.3% | +52.2% |
| 1Y | +42.9% | +6.4% | +36.6% | +37.6% |
| 3Y | +71.3% | +167.2% | -95.8% | +16.9% |
| 5Y | +58.0% | +92.3% | -34.3% | +16.5% |
| 10Y | +393.3% | +263.2% | +130.1% | +169.0% |
| All | +675.0% | +333.7% | +341.3% | +292.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SYF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling